| Trading Metrics calculated at close of trading on 03-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2014 |
03-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
3,129.0 |
3,125.0 |
-4.0 |
-0.1% |
3,011.0 |
| High |
3,129.0 |
3,156.0 |
27.0 |
0.9% |
3,108.0 |
| Low |
3,116.0 |
3,116.0 |
0.0 |
0.0% |
2,978.0 |
| Close |
3,124.0 |
3,141.0 |
17.0 |
0.5% |
3,104.0 |
| Range |
13.0 |
40.0 |
27.0 |
207.7% |
130.0 |
| ATR |
45.1 |
44.8 |
-0.4 |
-0.8% |
0.0 |
| Volume |
898,590 |
960,732 |
62,142 |
6.9% |
3,508,894 |
|
| Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,257.7 |
3,239.3 |
3,163.0 |
|
| R3 |
3,217.7 |
3,199.3 |
3,152.0 |
|
| R2 |
3,177.7 |
3,177.7 |
3,148.3 |
|
| R1 |
3,159.3 |
3,159.3 |
3,144.7 |
3,168.5 |
| PP |
3,137.7 |
3,137.7 |
3,137.7 |
3,142.3 |
| S1 |
3,119.3 |
3,119.3 |
3,137.3 |
3,128.5 |
| S2 |
3,097.7 |
3,097.7 |
3,133.7 |
|
| S3 |
3,057.7 |
3,079.3 |
3,130.0 |
|
| S4 |
3,017.7 |
3,039.3 |
3,119.0 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,453.3 |
3,408.7 |
3,175.5 |
|
| R3 |
3,323.3 |
3,278.7 |
3,139.8 |
|
| R2 |
3,193.3 |
3,193.3 |
3,127.8 |
|
| R1 |
3,148.7 |
3,148.7 |
3,115.9 |
3,171.0 |
| PP |
3,063.3 |
3,063.3 |
3,063.3 |
3,074.5 |
| S1 |
3,018.7 |
3,018.7 |
3,092.1 |
3,041.0 |
| S2 |
2,933.3 |
2,933.3 |
3,080.2 |
|
| S3 |
2,803.3 |
2,888.7 |
3,068.3 |
|
| S4 |
2,673.3 |
2,758.7 |
3,032.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,156.0 |
3,071.0 |
85.0 |
2.7% |
29.8 |
0.9% |
82% |
True |
False |
795,519 |
| 10 |
3,156.0 |
2,970.0 |
186.0 |
5.9% |
36.6 |
1.2% |
92% |
True |
False |
854,458 |
| 20 |
3,156.0 |
2,902.0 |
254.0 |
8.1% |
44.3 |
1.4% |
94% |
True |
False |
688,826 |
| 40 |
3,156.0 |
2,898.0 |
258.0 |
8.2% |
40.8 |
1.3% |
94% |
True |
False |
347,674 |
| 60 |
3,156.0 |
2,868.0 |
288.0 |
9.2% |
42.6 |
1.4% |
95% |
True |
False |
232,296 |
| 80 |
3,156.0 |
2,847.0 |
309.0 |
9.8% |
39.5 |
1.3% |
95% |
True |
False |
174,317 |
| 100 |
3,156.0 |
2,847.0 |
309.0 |
9.8% |
33.8 |
1.1% |
95% |
True |
False |
139,601 |
| 120 |
3,156.0 |
2,845.0 |
311.0 |
9.9% |
30.2 |
1.0% |
95% |
True |
False |
116,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,326.0 |
|
2.618 |
3,260.7 |
|
1.618 |
3,220.7 |
|
1.000 |
3,196.0 |
|
0.618 |
3,180.7 |
|
HIGH |
3,156.0 |
|
0.618 |
3,140.7 |
|
0.500 |
3,136.0 |
|
0.382 |
3,131.3 |
|
LOW |
3,116.0 |
|
0.618 |
3,091.3 |
|
1.000 |
3,076.0 |
|
1.618 |
3,051.3 |
|
2.618 |
3,011.3 |
|
4.250 |
2,946.0 |
|
|
| Fisher Pivots for day following 03-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,139.3 |
3,137.0 |
| PP |
3,137.7 |
3,133.0 |
| S1 |
3,136.0 |
3,129.0 |
|